Symposium - Lehrstuhl für Unternehmens- und Schiffsfinanzierung

12
Program Day 3: Presentations – 2 Parallel Sessions
Saturday, April 14 th , 2012
9:00 – 10:30, Room: Elbe-Zimmer 9:00 – 10:30, Room: Merkur-Zimmer
Session E1: Hedge Funds and Style Analysis Session E2: Performance Measurement II
Chair: Lawrence Kryzanowski (Concordia University) Chair: Rob Bauer (University of Maastricht)
Hedge Fund Liquidity and Performance: Evidence from the Financial Crisis
Tobias Maier (University of Mannheim)
Nic Schaub (University of Mannheim)
Markus Schmid (University of Mannheim)
Discussant: Marie Lambert (University of Maastricht)
Where Do Hedge Fund Managers Come from? Past Employment Experience and
Managerial Performance
Nicolas Papageorgiou (HEC Montréal)
Jerry Parwada (University of New South Wales)
Kian Tan (University of New South Wales)
Discussant: Katja Ahoniemi (Aalto University)
Complementary or Contradictory? Combining Returns Based and Characteristics
Based Investment Style Analysis
Andrew Mason (University of Surrey)
Frank McGroarty (University of Southampton)
Stephen Thomas (Cass Business School)
Discussant: Pengguo Wang (Exeter University)
On the Precision of Public Information and Mutual Fund Performance
Gerry Abdesaken (Bocconi University)
Discussant: Wolfgang Aussenegg (Vienna University of Technology)
The Performance of Small Cap Mutual Funds: Evidence from the UK
Roger Otten (University of Maastricht)
Martin Reijnders (University of Maastricht)
Discussant: Martin Wambach (University of Hamburg)
A Generalization of the Calendar Time Portfolio Approach and the Performance
of Private Investors
Daniel Höchle (University of Basel)
Markus Schmid (University of Mannheim)
Heinz Zimmermann (University of Basel)
Discussant: Beni Lauterbach (Bar-Ilan University)
10:30 – 11:00, Coffee Break, Old Stock Exchange Gallery